Stochastic linear programming games with concave preferences

DOI10.1016/J.EJOR.2014.12.025zbMATH Open1346.90649OpenAlexW2079562023MaRDI QIDQ319166FDOQ319166

Authors: Nelson A. Uhan 

Publication date: 6 October 2016

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2014.12.025

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zbMATH Keywords

game theorystochastic cooperative game

Mathematics Subject Classification ID

Linear programming (90C05) Cooperative games (91A12) Stochastic programming (90C15) Stochastic games, stochastic differential games (91A15)

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Cited In (10)

• Technical note -- robust newsvendor games with ambiguity in demand distributions
• Optimization implementation of solution concepts for cooperative games with stochastic payoffs
• Random-payoff two-person zero-sum game with joint chance constraints
• A general framework for cooperation under uncertainty
• A stochastic programming duality approach to inventory centralization games
• Recent contributions to linear semi-infinite optimization
• Stochastic programming, cooperation, and risk exchange
• Recent contributions to linear semi-infinite optimization: an update
• CORES OF STOCHASTIC COOPERATIVE GAMES WITH STOCHASTIC ORDERS
• Dynamic linear programming games with risk-averse players

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